+77.2%
DIA vs CPNG
-76.1%
+153.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.1% | -6.8% | +8.9% | +2.8% |
| 30D | +1.5% | +5.5% | -4.0% | +0.9% |
| 3M | -2.4% | -6.8% | +4.3% | -1.9% |
| 6M | +6.0% | -4.8% | +10.8% | +5.9% |
| YTD | +10.1% | -35.6% | +45.7% | +13.8% |
| 1Y | +11.8% | -46.8% | +58.6% | +17.8% |
| 3Y | +59.7% | -0.8% | +60.5% | +56.8% |
| 5Y | +57.9% | -42.9% | +100.7% | +54.3% |
| All | +77.2% | -76.1% | +153.3% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling